Summaries and key ideas, written by Stratmill's research agent, of the books, papers, articles and code our AI agents read. Each page links to its original.
22,592 documents
This Chinese stock-selection note proposes screening for shares with price movement above a stated amplitude threshold, a high control indicator, and rising lows intended to signal a potential bottom reversal. Its refined version adds volume above the…
This post outlines a Chinese stock screen combining a metaverse concept label, an upward-sloping 30-day moving average, and a ranking based on large-order net fund flows. It frames the approach as a way to identify strong stocks for short- to medium-term…
This research summary describes a method for studying whether public information-seeking behavior can reveal topics associated with subsequent stock market moves. The cited 2014 study analyzes historical data from 2004 through 2012, drawing on Google and…
This Chinese-language post describes an equity screening idea that combines a turnover range of 3% to 12%, three consecutive down sessions, and a shortening negative MACD histogram on a 15-minute timeframe. The intended signal is that selling momentum may be…
This proposed Chinese stock screen combines three conditions: price amplitude above 1%, institutional participation above 25% over 15 days, and best bid volume greater than best ask volume. The document interprets these as elevated price movement,…
This A-share selection method combines moderate trading activity and company size with a profitability filter. It selects companies with a turnover rate from 3% to 12%, market value below 10 billion yuan, no losses, and return on equity above 15% in each of…
This proposed A-share screen looks for stocks with price amplitude above 1%, prior-day turnover value above 60 million, and three consecutive limit-up sessions as of the previous day. The rationale is that large price swings and substantial trading activity…
This stock-selection post proposes screening for shares with an amplitude above 1, an upward-diverging short-term moving-average condition, and a daily return between -5% and 2.6%. The rationale is that a large range reflects activity, rising averages…
This note describes three technical indicators for low-frequency analysis. The BBI is the average of simple moving averages over 3, 6, 12, and 24 days. A second measure, labeled DMI moving-average difference, takes the 10-day moving average minus the 50-day…
This Chinese stock-selection rule combines a daily range filter with company size, profitability, and share-float criteria. It starts with stocks whose intraday high-low range exceeds 1% of the prior close, market value is at most 10 billion yuan, net profit…
This post presents a Chinese equity selection rule for metaverse-related stocks. It specifies a volume ratio above 1.5 and below 6, along with more than two limit-up days during the prior ten days. The final proposed screen also restricts market…
The post describes a Chinese equity screen for companies associated with the metaverse theme. It selects stocks with a volume ratio between 1.5 and 6 and more than two limit-up days within ten days; its final version also adds a market-cap ceiling below 5…
This post outlines a Chinese equity screen based on funding strength, company type, and a dividend payout ratio above 25% in 2019. It proposes that strong funding may signal market attention and that company ownership type can shape risk and growth…
This Chinese-language post describes a stock screen combining three conditions: membership in the metaverse industry, positive institutional flow, and an opening price near the 10-day moving average. Its example formula defines “near” as an opening price…
The document outlines a forecast of constituent changes for four major mainland Chinese equity indices: the CSI 300, CSI 100, SSE 180, and SSE 50. Its central idea is that periodic index reconstitutions create potential trading opportunities because…
The document describes a Chinese equity screening rule combining price movement, trading activity, and liquidity. It selects stocks with daily amplitude above 1, a product of the previous day's turnover rate and the ratio of today's opening auction volume to…
This document describes a higher-timeframe version of an RSI Histogram oscillator. A user can choose the indicator’s calculation or display period through an input setting, with a four-hour period shown as the default. The indicator depends on a separate RSI…
This stock screen selects companies that listed in 2021, have turnover between 3% and 12%, and meet a chosen company-type category, such as state-owned, private, or high-tech. The accompanying Python example filters listing-year and turnover-related fields,…
The proposed stock screen focuses on Chinese listed companies in the metaverse industry. It ranks candidates by the current day’s auction amount, keeps the top five, and requires a signal interpreted as institutional buying. The article gives corresponding…
This research summary contrasts how high- and low-frequency strategies should be evaluated. Frequent strategies make many short-horizon decisions, so win rate and operational capacity matter; low-frequency strategies hold positions longer, tolerate…
This Chinese stock screen selects shares with turnover between 3% and 12%, a prior-day appearance on the market’s top-trader list, and a price below 12 yuan. Its final description adds a requirement that a company has been listed for more than a year.…
The document describes a Chinese equity selection rule combining three conditions: turnover between 3% and 12%, seven consecutive sessions of falling closing prices, and positive net buying by major participants in the opening auction. It includes example…
The document describes an equity screen requiring daily price amplitude above 1%, turnover above 2% and at most 9%, and company scale of at least 200 million yuan. It frames these filters as a way to select stocks with meaningful price movement and trading…
The document presents an equity screening rule that selects stocks with MACD above zero, upward-spreading moving averages, and a concentration measure greater than 70%. It describes the MACD condition as a sign of an upward market state and the…